r3step: Covariates predicting class membership, corrected for...

In latents: Multilevel Latent Profile, Class and Transition Models

Covariates predicting class membership, corrected for misclassification

Description

The R3STEP approach. A multinomial logit of class membership on covariates, fitted after the measurement model rather than alongside it, but treating the assigned class as an error-prone indicator of the true one with the error rates held fixed at what step one found. Regressing the modal class directly instead attenuates every coefficient, because some units are in the wrong class and the covariate cannot explain why.

Usage

r3step(
  x,
  data,
  covariates,
  level = c("individuals", "groups"),
  ci_level = 0.95,
  vcov_type = c("robust", "observed"),
  adjust = c("BH", "holm", "hochberg", "hommel", "bonferroni", "BY", "none"),
  by_group_class = FALSE
)

Arguments

x	A covariate-free fitted multilpa() or lta() model. A fit that already uses membership covariates cannot be corrected by the fixed, unconditional classification-error matrix used here.
data	The data frame carrying the covariates, in the fit's row order. Shared fit columns are checked row by row; a frame with too little identifying information warns that alignment cannot be verified.
covariates	Character vector of numeric columns not used as measurement indicators in x. For level = "groups" each must be constant within a group.
level	"individuals" predicts profile membership, "groups" predicts group-class membership.
ci_level	Confidence level for the intervals.
vcov_type	"robust", the default, uses the sandwich clustered on the fit's groups, which is the honest choice when the covariates are measured on observations nested inside them, and matches the default of three_step(). "observed" uses the observed information; for the pooled regression it treats every observation as independent, and with by_group_class = TRUE it is the model-based variance of the two-level likelihood. "robust" needs more independent groups than the regression has coefficients, because the group score contributions sum to zero at the estimate and so span at most one dimension fewer than there are groups; with too few it is refused with latents_too_few_groups rather than reporting a variance that is singular, or, with a single group, numerically zero. "observed" remains available there.
adjust	Multiplicity correction applied across the covariate terms, passed to stats::p.adjust(). "BH" by default; "none" leaves the p-values uncorrected. The family is every covariate term of every non-reference class, which is the set of tests this call computes; the intercepts are not part of it.
by_group_class	FALSE, the default, fits one pooled multinomial logit with a single intercept per profile. TRUE fits the two-level form of the one-step model instead: every group class has its own profile intercepts, the covariate slopes are shared across group classes, and a group's observations share one latent group class whose proportions are estimated alongside. Differences between groups that the covariates do not explain are then absorbed by the group classes rather than left in the residual, where the pooled regression attenuates the slopes and inflates their clustered standard errors. For level = "individuals" on a covariate-free multilpa() fit only; refused with latents_bad_argument otherwise.

Details

The error matrix is held fixed rather than estimated jointly, which is what makes this a three-step method and what keeps the covariates from reshaping the classes. On a lta() fit, level = "individuals" models the marginal profile at each occasion. It does not regress initial-state or transition probabilities on the covariates. vcov_type = "robust" clusters the occasion scores by group; "observed" treats them as independent.

Over 60 replications of a two-profile design with a true log-odds slope of 1.2 and intercept -0.3, this recovered the slope with a bias of -0.002 and the intercept with a bias of +0.006, where a logistic regression on the modal class was biased by -0.163 on the slope. The correction costs some precision: the standard deviation of the slope across replications was 0.127 against 0.100 for the naive fit. The nominal 95% intervals covered the true slope in 95% of those replications.

That coverage was measured where the profiles separate well. The error matrix is still treated as known rather than estimated, so intervals should be expected to run narrow where classification is poorer; check get_results(x, "classification_errors") before relying on them.

Value

A base data.frame with one row per non-reference class and term, and the columns level, outcome, term, estimate, standard_error, statistic, p_value, p_adjusted, conf_low and conf_high. p_value is uncorrected and p_adjusted carries the correction named by adjust, which is also recorded in the result's adjust attribute; it is NA on the intercept rows, which are not part of the tested family. A coefficient with zero standard error has an undefined Wald statistic and p-value, reported as NA_real_ rather than infinity or zero. Coefficients are log odds against the final class, which is the reference, matching multilpa(profile_covariates = ); that class is named in the result's reference_class attribute, and the variance that was used in its vcov_type attribute. With by_group_class = TRUE the intercept rows are one per group class, named group_class_1, group_class_2, ..., followed by the shared slopes and, at level = "groups", the group-class logits against the last group class; the result also carries by_group_class and the maximised log_likelihood as attributes.

References

Vermunt, J. K. (2010). Latent class modeling with covariates: two improved three-step approaches. Political Analysis, 18, 450–469. Asparouhov, T., & Muthen, B. (2014). Auxiliary variables in mixture modeling: three-step approaches using Mplus. Structural Equation Modeling, 21, 329–341.

See Also

three_step() for a distal outcome, and multilpa(profile_covariates = ) for the one-step alternative that estimates everything jointly.

Examples

set.seed(21)
g <- rep(seq_len(50), each = 12)
x <- rnorm(600)
truth <- 1L + as.integer(runif(600) < plogis(-0.3 + 1.2 * x))
example_data <- data.frame(
  g = g, x = x,
  a = rnorm(600, ifelse(truth == 2L, 1.2, -1.2)),
  b = rnorm(600, ifelse(truth == 2L, 1.2, -1.2))
)
fit <- multilpa(example_data, c("a", "b"), "g", n_profiles = 2,
                n_group_classes = 1, n_starts = 4, seed = 1)
r3step(fit, example_data, "x")

latents documentation built on Oct. 16, 2026, 5:09 p.m.